FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 

Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance
September, 17th-22nd, 2007

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Speakers

Invited Speakers (confirmed):
Prof. Ole E. Barndorff-Nielsen (University of Aarhus) abstract.gif
Prof. Tomas Björk (Stockholm School of Economics) abstract.gif
Dr. Dorje C. Brody (Imperial College London) abstract.gif
Prof. Freddy Delbaen (ETH Zürich) abstract.gif
Prof. Giulia Di Nunno (University of Oslo) abstract.gif
Prof. Ernst Eberlein (Universität Freiburg) abstract.gif
Prof. Damir Filipovic (LMU München) abstract.gif
Dr. Bogdan Iftimie (Academy of Economic Studies, Bucharest) abstract.gif
Prof. Ioannis Karatzas (Columbia University) abstract.gif
Prof. Claudia Klüppelberg (TU München) abstract.gif
Prof. Dmitry Kramkov (Carnegie Mellon University) abstract.gif
Prof. Damien Lamberton (Université de Marne-la-Vallée) abstract.gif
Dr. Marek Musiela (BNP Paribas, London) abstract.gif
Prof. Bernt Øksendal (University of Oslo) abstract.gif
Prof. Ludger Overbeck (Universität Giessen) abstract.gif
Prof. Chris Rogers (University of Cambridge)
Prof. Wolfgang Runggaldier (Università degli Studi di Padova) abstract.gif
Dr. Peter Schaller (BA-CA) abstract.gif
Prof. Christoph Schwab (ETH Zürich) abstract.gif
Prof. Martin Schweizer (ETH Zürich) abstract.gif
Prof. Mete Soner (Sabanci University, Istanbul) abstract.gif
Prof. Łukasz Stettner (Polish Academy of Sciences) abstract.gif
Prof. Esko Valkeila (Helsinki University of Technology) abstract.gif
Prof. Michèle Vanmaele (Universiteit Gent) abstract.gif
Prof. Uwe Wystup (MathFinance AG and Frankfurt School of Finance & Management) abstract.gif
Prof. Thaleia Zariphopoulou (University of Texas) abstract.gif

Contributed talks:
Beatrice Acciaio (FAM@TU Wien) abstract.gif
Takuji Arai (Keio University - Tokyo) abstract.gif
Teitur Arnarson (Royal Institute of Technology Stockholm) abstract.gif
Giovanni Barone-Adesi (University of Lugano) abstract.gif
Nicole Bäuerle (Universität Karlsruhe) abstract.gif
Jörg Behrens (Ernst & Young) abstract.gif
Dorje C. Brody (Imperial College London) abstract.gif
Luciano Campi (Paris Dauphine) abstract.gif
Umut Cetin (London School of Economics) abstract.gif
Jean-François Chassagneux (Université Paris VII) abstract.gif
Delia Coculescu (ETH Zürich) abstract.gif
José Manuel Corcuera (Universitat de Barcelona) abstract.gif
Stéphane Crépey (Université d'Evry) abstract.gif
Delphine David (Universite de La Rochelle) abstract.gif
Griselda Deelstra (Université Libre de Bruxelles) abstract.gif
Giuseppe Di Graziano (Deutsche Bank) abstract.gif
Alexandra Dias (University of Warwick) abstract.gif
Romuald Elie (Education Department of Probability and Finance - Malakoff Cedex) abstract.gif
Christina Erlwein (Brunel University Uxbridge) abstract.gif
Markus Fischer (Universität Heidelberg) abstract.gif
Masaaki Fukasawa (University of Tokyo) abstract.gif
Pavel Grigoriev (University of Leicester) abstract.gif
Laszlo Gyorfi (Budapest University) abstract.gif
Andreas Hamel (Princeton University) abstract.gif
Erika Hausenblas (Universität Salzburg) abstract.gif
Martin Hillebrand (Deutsche Bank) abstract.gif
Xinzheng Huang (TU Delft) abstract.gif
Jens Jackwerth (University of Konstanz) abstract.gif
Ying Jiao (Ecole Polytechnique Paris) abstract.gif
Ashay Kadam (City University London) abstract.gif
Linus Kaisajuntti (Stockholm School of Economics) abstract.gif
Stefanie Kammer (Universität Giessen) abstract.gif
Rüdiger Kiesel (Universität Ulm) abstract.gif
Rolf Klaas (University Giessen) abstract.gif
Irene Klein (University of Vienna) abstract.gif
Przemyslaw Klusik (Wroclaw University) abstract.gif
Florian Kramer (Universität Ulm) abstract.gif
Christoph Kühn (Goethe-Universität) abstract.gif
Alexander Kulikov (Moscow State University) abstract.gif
Kasper Larsen (Carnegie Mellon University) abstract.gif
Peter Laurence (New York University) abstract.gif
Semyon Malamud (ETH Zürich) abstract.gif
Jan Maruhn (Bayerische Hypo- und Vereinsbank) abstract.gif
Koichi Matsumoto (Kyushu University) abstract.gif
Philipp Mayer (TU Graz) abstract.gif
Huseyin Merdan (TOBB University of Economics and Technology Ankara) abstract.gif
Amal Merhi (University of London) abstract.gif
Yoshio Miyahara (Nagoya City University) abstract.gif
Johannes Muhle-Karbe (TU München) abstract.gif
Agatha Murgoci (Stockholm School of Economics) abstract.gif
Christina Niethammer (Uni Giessen) abstract.gif
Jan Obloj (Imperial College London) abstract.gif
György Ottucsák (Budapest University) abstract.gif
Natalie Packham (Frankfurt School of Finance & Management) abstract.gif
Jan Palczewski (University of Leeds - UK) abstract.gif
Antonis Papapantoleon (FAM@TU Wien) abstract.gif
Jostein Paulsen (University of Bergen) abstract.gif
Teemu Pennanen (Helsinki School of Economics) abstract.gif
Irina Penner (Humboldt Uni Berlin) abstract.gif
Georg Pflug (University of Vienna) abstract.gif
Wolfgang Putschögl (RICAM Linz) abstract.gif
Teppo Rakkolainen (Turku School of Economics) abstract.gif
Jérôme Reboulleau (École Polytechnique Fédérale de Lausanne) abstract.gif
Silvia Romagnoli (Università di Bologna) abstract.gif
Birgit Rudloff (University of Princeton) abstract.gif
Sotirios Sabanis (Edinburgh University School of Mathematics) abstract.gif
Jörn Sass (RICAM Linz) abstract.gif
Christian Schmidt (Universität Ulm) abstract.gif
Ilse Schoeman (North-West University South Africa) abstract.gif
Torsten Schöneborn (TU Berlin) abstract.gif
Antje Schulz (TU Berlin) abstract.gif
Pauline Sculli (London School of Economics) abstract.gif
Jan Sindelar (Czech Academy of Sciences) abstract.gif
Irina Slinko (Swedbank) abstract.gif
Ghulam Sorwar (Nottingham University Business School) abstract.gif
Tommi Sottinen (Reykjavik University) abstract.gif
Robert Stelzer (TU München) abstract.gif
Stefan Tappe (LMU München) abstract.gif
Stefan Thonhauser (RICAM Linz) abstract.gif
Mikhail Urusov (TU Berlin) abstract.gif
Nele Vandaele (Ghent University) abstract.gif
Michel Vellekoop (University of Twente) abstract.gif
Michel Verschuere (Electrabel Trading and Portfolio Management) abstract.gif
Tanja Veza (Vienna University of Economics and Business Administration) abstract.gif
Richard Vierthauer (TU München) abstract.gif
Ralf Werner (Hypo Real Estate) abstract.gif
Anke Wiese (Heriot-Watt University Edinburgh) abstract.gif
Ralf Wunderlich (Westsächsische Hochschule Zwickau) abstract.gif
Mihail Zervos (London School of Economics) abstract.gif
Jakub Zwierz (Wroclaw University) abstract.gif

Poster Presentations:
Evren Baydar (TU Kaiserslautern) abstract.gif
Christian Bayer (FAM@TU Wien) abstract.gif
Lucia Del Chicca (University of Linz) abstract.gif
Irmingard Eder (TU München) abstract.gif
Gabriel Maresch (FAM@TU Wien) abstract.gif
Mikko Pakkanen (University of Helsinki) abstract.gif
Petra Posedel (University of Zagreb) abstract.gif
Michael Schmutz (Universität Bern) abstract.gif
Carlo Sgarra (Politecnico di Milano) abstract.gif
Thomas Steiner (FAM@TU Wien) abstract.gif
Kai Tappe (Universität Wuppertal) abstract.gif
Gregory Temnov (FAM@TU Wien) abstract.gif
Cathrin van Emmerich (Universität Wuppertal) abstract.gif

Participants:
Nikolay Aleksandrov (Christ Church College Oxford)
Dieter Amerling (FAM@TU Wien)
Mindaugas Baltutis (TU Wien)
Peter Bank (TU Berlin)
Yves Barbezat (Insightful AG)
Roman Bauer (Raiffeisen Centrobank AG)
Wolfgang Bauer (Ernst & Young)
Christoph Becker (Frankfurt School of Finance & Management)
Violetta Bernyk (EPFL Lausanne)
Benedikt Blum (FAM@TU Wien)
Johannes Böhm (FAM@TU Wien)
Christoph Brodowicz (FAM@TU Wien)
Catriona Byrne (Springer)
Clemence Chimwanda (University of Oslo)
Lukasz Delong (Warsaw School of Economics)
Barbara Dengler (FAM@TU Wien)
Patrick Deuß (Universität Wuppertal)
Samuel Drapeau (Graduiertenkolleg Humboldt)
Andreas Eichler (JKU Linz)
Stefan Fink (Raiffeisenlandesbank OÖ)
Michael Einemann (Graduate School University of Ulm)
Elke Fellner (FAM@TU Wien)
Peter Fischer (Raiffeisen Capital Management)
Andrea Fischbacher (Mathconsult)
Alexander Fleischer (ERSTE Sparinvest)
Anselm Fleischmann
Barbara Forster (Kommunalkredit)
Thomas Fröhlich (FMA)
Johannes Fürst (Mathconsult)
Stefan Gerhold (FAM@TU Wien)
Hamed Ghoddusi (Vienna Graduate School of Finance)
Verena Goldammer (FAM@TU Wien)
Elisabeth Gottschling (Universität Salzburg)
Lukas Götz (University of Reading)
Richard Grabner (RZB)
Lutz v. Grafenstein (Orc Software)
Zorana Grbac (Uni Freiburg)
Michael Günther (Bergische Universität Wuppertal)
Bernhard Herzig (Bank Austria)
Karin Hirhager (FAM@TU Wien)
Paul Hofmarcher (Bank Austria)
Andreas Hula (FAM@TU Wien)
Aleksander Janicki (Wroclaw University)
Christoph Jonek (Heinrich-Heine-Universität Düsseldorf)
Benjamin Jourdain (ENPC-CERMICS)
Wolfgang Kappel (BWZ Vienna)
Helena Kauppila (Columbia University)
Nicola Kistler (University of Zurich)
Christian Kletzmayr (Mathconsult)
Susanne Klöppel (FAM@TU Wien)
René Knapp (Uniqa)
Christoph Konvicka (Bank Austria)
Sonja Körner (Ernst & Young)
Stefan Kraft (FAM@TU Wien)
Andreas Kunz (Munich Re)
Michael Kupper (Universität Wien)
Martin Kührer (Siemens)
Gerhard Larcher (Universitaet Linz)
Silvia Lafer-Stuppnig (Bank Austria)
Detlef Lehmann (Bayerische Hypo- und Vereinsbank)
Florian Leisch (Raiffeisen Capital Management)
Jukka Lempa (Turku School of Economics)
Gunther Leobacher (Universität Linz)
Thomas Liebmann (Ulm University)
Brigitte Lutz (FAM@TU Wien)
Sebastian Matei (Vontobel AG)
Andreas Mattern (e&t Energiehandel)
Jochen Maurer (Ernst & Young)
Eberhard Mayerhofer (Universität Wien)
Alexandra Mazak (IMW TU Wien)
Joseph Meaney (University College Cork)
Clemens Naderer (FAM@TU Wien)
Hidetoshi Nakagawa (Tokyo Institute of Technology)
Felix Naujokat (HU Berlin)
Gerald Nebenführ (ÖBFA)
Andreas Nespor (Volksbank AG)
Trygve Nilsen (University of Bergen)
Christoph Obenhuber (Volksbank AG)
Jose Orihuela (University of Murcia)
Elisa Pagani (Bicocca University Milano)
Evangelia Petrou (TU Berlin)
Maria Pilar Silvestre (University of Murcia)
Delia Pirnog (Man Investments)
Ansgar Pütz (MEAG MUNICH ERGO Asset-Management GmbH)
Robert Ranzi (IMW TU Wien)
Miklos Rasonyi (FAM@TU Wien)
Ranja Reda (FAM@TU Wien)
Jean-Francois Renaud (RICAM Linz)
Ulrich Rieder (University of Ulm)
Mario Rometsch (Ulm University)
Roman Schneider (FAM@TU Wien)
Adina Schramek (Bank Austria)
Walter Schwaiger (IMW TU Wien)
Karl Selitsch (ERSTE-Sparinvest KAG)
Elena Shmileva (FAM@TU Wien)
Wojciech Ślusarski (Ernst & Young)
Alla Slynko (TU Berlin)
Margarete Sobolewski (Bank Austria)
Oliver Sommer (FAM@TU Wien)
Teija Sonni (Federation of Finnish Financial Services)
Alex Soreff (Bank Austria)
Grzegorz Szulik (Jagiellonian University (Kraków))
Ulrike Tatzber (Raiffeisen Capital Management)
Martin Tietje (Heinrich-Heine-Universität Düsseldorf)
Radu-Alexandru Todor (UBS)
Takahiro Tsuchiya (Tokyo Institute of Technology)
Gerhard Unger (RZB)
Francesco Luca Valentino (Insightful AG)
Katharina Vedovelli (e&t Energiehandel)
Martin Vonwald (Raiffeisen Centrobank AG)
Ryosuke Wada (Otaru University of Commerce - Japan)
Patrick Walch (University of Ulm)
Bernhard Wall (TU Wien)
Richard Warnung (FAM@TU Wien)
Christian Weber (FJA Feilmeier & Junker)
Michael Wernig-Pichler (Volksbank AG)
Roman Wittchen (WU Wien)
Christoph Wopperer (University of Ulm)
Takehiho Yamaguchi (ETH Zürich)
Olga Yashkir (Deutsche Bank AG)
Yeliz Yolcu Okur (University of Oslo)
Dariusz Zawisza (University Krakow)
Christina Ziehaus (FAM@TU Wien)